Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.490498 0.548883 0.614981 0.696116 0.794101 0.910039 1.059801
2025-09-14 0.413413 0.483736 0.569028 0.682281 0.832245 1.029529 1.318925
2025-09-21 0.365758 0.441979 0.539238 0.676425 0.872120 1.154056 1.619179
2025-09-28 0.327335 0.405052 0.508065 0.660328 0.890950 1.249773 1.908150
2025-10-05 0.313718 0.398083 0.514568 0.695894 0.990122 1.492459 2.550525
2025-10-12 0.308599 0.401420 0.534934 0.754199 1.137418 1.864872 3.685678
2025-10-19 0.287075 0.378830 0.514017 0.743306 1.163036 2.017179 4.435862
2025-10-26 0.271598 0.363440 0.501975 0.744624 1.210408 2.231365 5.564864
2025-11-02 0.252653 0.341185 0.476809 0.719532 1.200849 2.312989 6.361395
2025-11-09 0.232581 0.315789 0.444443 0.677707 1.149587 2.276687 6.686167
2025-11-16 0.221117 0.302878 0.431217 0.668948 1.166168 2.423297 8.030213
2025-11-23 0.218023 0.302716 0.438808 0.699567 1.275155 2.877155 12.022072
2025-11-30 0.208169 0.291727 0.428178 0.695889 1.310199 3.148579 16.131444
2025-12-07 0.197948 0.279490 0.414409 0.684331 1.324251 3.364585 21.142194
2025-12-14 0.189686 0.269924 0.404522 0.679427 1.354533 3.665756 30.058742
2025-12-21 0.180575 0.258402 0.390254 0.663635 1.352760 3.844456 40.029499
2025-12-28 0.179368 0.259974 0.399672 0.699660 1.504520 4.844756 113.640333
2026-01-04 0.180795 0.266066 0.417954 0.758535 1.748518 6.739432 2478.650219
2026-01-11 0.173771 0.257049 0.406779 0.747590 1.767016 7.307303 NaN
2026-01-18 0.168640 0.251074 0.401037 0.748937 1.828853 8.329825 NaN
2026-01-25 0.161008 0.240289 0.385150 0.723638 1.789347 8.471774 NaN
2026-02-01 0.152032 0.226771 0.363199 0.681469 1.680335 7.885990 NaN
2026-02-08 0.147089 0.220280 0.354865 0.672640 1.694176 8.506638 NaN